Monitor Ventures Stock Market Value
| AVCVF Stock | USD 0.07 0.00 0.00% |
| Symbol | Monitor |
Monitor Ventures 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Monitor Ventures' otc stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Monitor Ventures.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Monitor Ventures on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Monitor Ventures or generate 0.0% return on investment in Monitor Ventures over 90 days. Monitor Ventures is related to or competes with South Star, Eskay Mining, Aurelia Metals, Adriatic Metals, American Helium, Progressive Planet, and Almonty Industries. Previously, it was engaged in the sale of CellCube energy storage systems in North America More
Monitor Ventures Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Monitor Ventures' otc stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Monitor Ventures upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 15.32 |
Monitor Ventures Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Monitor Ventures' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Monitor Ventures' standard deviation. In reality, there are many statistical measures that can use Monitor Ventures historical prices to predict the future Monitor Ventures' volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 1.7 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Monitor Ventures' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Monitor Ventures Backtested Returns
Monitor Ventures has Sharpe Ratio of -0.12, which conveys that the firm had a -0.12 % return per unit of risk over the last 3 months. Monitor Ventures exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Monitor Ventures' Mean Deviation of 0.4712, risk adjusted performance of (0.10), and Standard Deviation of 1.91 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.15, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Monitor Ventures are expected to decrease at a much lower rate. During the bear market, Monitor Ventures is likely to outperform the market. At this point, Monitor Ventures has a negative expected return of -0.24%. Please make sure to verify Monitor Ventures' standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day median price , to decide if Monitor Ventures performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Monitor Ventures has no correlation between past and present. Overlapping area represents the amount of predictability between Monitor Ventures time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Monitor Ventures price movement. The serial correlation of 0.0 indicates that just 0.0% of current Monitor Ventures price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Monitor Ventures lagged returns against current returns
Autocorrelation, which is Monitor Ventures otc stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Monitor Ventures' otc stock expected returns. We can calculate the autocorrelation of Monitor Ventures returns to help us make a trade decision. For example, suppose you find that Monitor Ventures has exhibited high autocorrelation historically, and you observe that the otc stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Monitor Ventures regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Monitor Ventures otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Monitor Ventures otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Monitor Ventures otc stock over time.
Current vs Lagged Prices |
| Timeline |
Monitor Ventures Lagged Returns
When evaluating Monitor Ventures' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Monitor Ventures otc stock have on its future price. Monitor Ventures autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Monitor Ventures autocorrelation shows the relationship between Monitor Ventures otc stock current value and its past values and can show if there is a momentum factor associated with investing in Monitor Ventures.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Monitor OTC Stock
Monitor Ventures financial ratios help investors to determine whether Monitor OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Monitor with respect to the benefits of owning Monitor Ventures security.